| Publication | Date of Publication | Type |
|---|
| Mod-Poisson approximation schemes: Applications to credit risk | 2022-10-26 | Paper |
| Mod-Poisson approximation schemes and higher-order Chen-Stein inequalities | 2022-10-25 | Paper |
| Asymptotics of the major index of a random standard tableau | 2022-10-24 | Paper |
| Gaussian approximations for random vectors | 2022-03-03 | Paper |
| Universal approximation of credit portfolio losses using Restricted Boltzmann Machines | 2022-02-22 | Paper |
| On the precise deviations of the characteristic polynomial of a random matrix | 2022-02-16 | Paper |
| Convergence of random holomorphic functions with real zeros and extensions of the stochastic zeta function | 2022-02-09 | Paper |
| Limit Operators for Circular Ensembles | 2021-12-15 | Paper |
| Mod-\(\phi\) convergence: approximation of discrete measures and harmonic analysis on the torus | 2021-03-16 | Paper |
| Mod-\(\phi\) convergence. II: Estimates on the speed of convergence | 2020-10-20 | Paper |
| Graphons, permutons and the Thoma simplex: three mod-Gaussian moduli spaces | 2020-09-01 | Paper |
| Strong convergence of eigenangles and eigenvectors for the circular unitary ensemble | 2019-10-08 | Paper |
| Local limit theorems and mod-\(\phi\) convergence | 2019-07-19 | Paper |
| The limiting characteristic polynomial of classical random matrix ensembles | 2019-03-28 | Paper |
| On a flow of operators associated to virtual permutations | 2018-06-21 | Paper |
| The circular unitary ensemble and the Riemann zeta function: the microscopic landscape and a new approach to ratios | 2017-01-25 | Paper |
| Limit theorems for orthogonal polynomials related to circular ensembles | 2017-01-10 | Paper |
| Mod-\(\Phi\) convergence. Normality zones and precise deviations | 2016-09-28 | Paper |
| A note on Helson's conjecture on moments of random multiplicative functions | 2016-04-18 | Paper |
| Mod-Gaussian convergence and its applications for models of statistical mechanics | 2016-04-13 | Paper |
| On the number of zeros of linear combinations of independent characteristic polynomials of random unitary matrices | 2016-01-07 | Paper |
| A characterization of limiting functions arising in mod-* convergence | 2015-12-01 | Paper |
| A new kind of augmentation of filtrations suitable for a change of probability measure by a strict local martingale | 2015-08-19 | Paper |
| Strict local martingales and bubbles | 2015-07-27 | Paper |
| Mod-\(\varphi\) convergence | 2015-06-22 | Paper |
| A Unitary Extension of Virtual Permutations | 2015-05-20 | Paper |
| On penalisation results related with a remarkable class of submartingales | 2014-06-24 | Paper |
| Mod-discrete expansions | 2014-04-25 | Paper |
| A limiting random analytic function related to the CUE | 2014-03-30 | Paper |
| The generalized weighted probability measure on the symmetric group and the asymptotic behavior of the cycles | 2013-11-19 | Paper |
| The distribution of eigenvalues of randomized permutation matrices | 2013-11-15 | Paper |
| A reading guide for last passage times with financial applications in view | 2013-07-18 | Paper |
| Random permutation matrices under the generalized Ewens measure | 2013-05-10 | Paper |
| Hazard processes and martingale hazard processes | 2013-02-28 | Paper |
| Large cycles and a functional central limit theorem for generalized weighted random permutations | 2013-02-24 | Paper |
| Processes of class Sigma, last passage times, and drawdowns | 2013-01-25 | Paper |
| Default times, no-arbitrage conditions and changes of probability measures | 2012-11-15 | Paper |
| Mod-Gaussian convergence and the value distribution of \(\zeta(\tfrac 12+it)\) and related quantities | 2012-08-29 | Paper |
| On the number of cycles in a random permutation | 2012-06-22 | Paper |
| On some universal \(\sigma\)-finite measures related to a remarkable class of submartingales | 2012-06-01 | Paper |
| On some properties of universal sigma-finite measures associated with a remarkable class of submartingales | 2012-01-09 | Paper |
| Mod-Gaussian convergence: new limit theorems in probability and number theory | 2011-08-04 | Paper |
| A Remarkable σ-finite Measure Associated with Last Passage Times and Penalisation Problems | 2011-05-31 | Paper |
| Ewens measures on compact groups and hypergeometric kernels | 2011-03-30 | Paper |
| Mod-Poisson convergence in probability and number theory | 2010-10-29 | Paper |
| An essay on the general theory of stochastic processes | 2010-06-29 | Paper |
| A new construction of the \(\sigma \)-finite measures associated with submartingales of class \((\Sigma )\) | 2010-03-29 | Paper |
| Scaled limit and rate of convergence for the largest eigenvalue from the generalized Cauchy random matrix ensemble | 2010-01-04 | Paper |
| Circular Jacobi ensembles and deformed Verblunsky coefficients | 2009-12-15 | Paper |
| The Barnes G function and its relations with sums and products of generalized gamma convolution variables | 2009-11-20 | Paper |
| A new kind of augmentation of filtrations | 2009-10-26 | Paper |
| On some universal sigma finite measures and some extensions of Doob's optional stopping theorem | 2009-06-09 | Paper |
| The characteristic polynomial of a random unitary matrix: a probabilistic approach | 2008-11-07 | Paper |
| The zeros of random polynomials cluster uniformly near the unit circle | 2008-06-25 | Paper |
| How badly are the Burkholder-Davis-Gundy inequalities affected by arbitrary random times? | 2008-04-28 | Paper |
| An arithmetic model for the total disorder process | 2008-04-03 | Paper |
| A generalization of Doob's maximal identity | 2008-02-10 | Paper |
| Filtrations | 2007-12-04 | Paper |
| The characteristic polynomial on compact groups with Haar measure: Some equalities in law | 2007-09-18 | Paper |
| Non-stopping times and stopping theorems | 2007-04-16 | Paper |
| Multiplicative decompositions and frequency of vanishing of nonnegative submartingales | 2007-02-14 | Paper |
| Some random times and martingales associated with \(BES_0(\delta)\) processes \((0<\delta<2)\) | 2007-01-02 | Paper |
| A class of remarkable submartingales | 2006-11-15 | Paper |
| Enlargements of filtrations and path decompositions at non stopping times | 2006-10-24 | Paper |
| Doob's maximal identity, multiplicative decompositions and enlargements of filtrations | 2006-09-26 | Paper |
| A definition and some characteristic properties of pseudo-stopping times | 2005-11-14 | Paper |
